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We consider estimation of average treatment effects given observational data with high-dimensional pretreatment variables. Existing methods for this problem typically assume some form of sparsity for the regression functions. In this work,…

Methodology · Statistics 2024-04-12 Yuhao Wang , Rajen D. Shah

This paper develops an empirical balancing approach for the estimation of treatment effects under two-sided noncompliance using a binary conditionally independent instrumental variable. The method weighs both treatment and outcome…

Econometrics · Economics 2020-07-10 Phillip Heiler

Instrumental variable (IV) methods are used to estimate causal effects in settings with unobserved confounding, where we cannot directly experiment on the treatment variable. Instruments are variables which only affect the outcome…

Methodology · Statistics 2023-05-26 Elisabeth Ailer , Jason Hartford , Niki Kilbertus

Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…

Methodology · Statistics 2023-09-13 Chan Park , Hyunseung Kang

Instrumental variable (IV) methods are widely used to adjust for the bias in estimating treatment effects caused by unmeasured confounders in observational studies. In this manuscript, we provide empirical and theoretical evidence that the…

Methodology · Statistics 2015-03-04 Ashkan Ertefaie , Dylan Small , James H. Flory , Sean Hennessy

Difference-in-Differences (DID) research designs usually rely on variation of treatment timing such that, after making an appropriate parallel trends assumption, one can identify, estimate, and make inference about causal effects. In…

Econometrics · Economics 2020-09-07 Michelle Marcus , Pedro H. C. Sant'Anna

We link and extend two approaches to estimating time-varying treatment effects on repeated continuous outcomes--time-varying Difference in Differences (DiD; see Roth et al. (2023) and Chaisemartin et al. (2023) for reviews) and Structural…

The renowned difference-in-differences (DiD) estimator relies on the assumption of 'parallel trends,' which does not hold in many practical applications. To address this issue, the econometrics literature has turned to the triple difference…

Methodology · Statistics 2024-02-21 Sina Akbari , Negar Kiyavash

This paper studies identification and estimation of the average treatment effect on the treated (ATT) in difference-in-difference (DID) designs when the variable that classifies individuals into treatment and control groups (treatment…

Econometrics · Economics 2022-08-05 Akanksha Negi , Digvijay Singh Negi

This paper addresses one of the most prevalent problems encountered by political scientists working with difference-in-differences (DID) design: missingness in panel data. A common practice for handling missing data, known as complete case…

Methodology · Statistics 2024-12-02 Sooahn Shin

Difference-in-differences is a popular method for observational health policy evaluation. It relies on a causal assumption that in the absence of intervention, treatment groups' outcomes would have evolved in parallel to those of comparison…

Methodology · Statistics 2026-02-09 Alyssa Bilinski , Laura A. Hatfield

Instrumental variable methods are widely used to address unmeasured confounding, yet much of the existing literature has focused on the binary instrument setting. Extensions to continuous instruments often impose strong parametric…

Methodology · Statistics 2025-08-12 Zhenghao Zeng , Alexander W. Levis , JungHo Lee , Edward H. Kennedy , Luke Keele

Traditional instrumental variable (IV) estimators face a fundamental constraint: they can only accommodate as many endogenous treatment variables as available instruments. This limitation becomes particularly challenging in settings where…

Machine Learning · Computer Science 2025-06-25 Shiangyi Lin , Hui Lan , Vasilis Syrgkanis

A popular method for estimating a causal treatment effect with observational data is the difference-in-differences (DiD) model. In this work, we consider an extension of the classical DiD setting to the hierarchical context in which data…

Methodology · Statistics 2019-10-17 James Normington , Eric F. Lock , Thomas A. Murray , Caroline S. Carlin

Estimating the causal effect of a treatment on the entire response distribution is an important yet challenging task. For instance, one might be interested in how a pension plan affects not only the average savings among all individuals but…

Methodology · Statistics 2024-08-07 Lucas Kook , Niklas Pfister

Although there is now a large literature on policy evaluation and learning, much of the prior work assumes that the treatment assignment of one unit does not affect the outcome of another unit. Unfortunately, ignoring interference can lead…

Methodology · Statistics 2025-04-02 Yi Zhang , Kosuke Imai

Difference-in-differences (DID) is a method to evaluate the effect of a treatment. In its basic version, a "control group" is untreated at two dates, whereas a "treatment group" becomes fully treated at the second date. However, in many…

Methodology · Statistics 2023-04-18 Clement de Chaisemartin , Xavier D'Haultfoeuille

We revisit the classical causal inference problem of estimating the average treatment effect in the presence of fully observed confounding variables using two-stage semiparametric methods. In existing theoretical studies of methods such as…

Methodology · Statistics 2022-05-23 Steve Yadlowsky

Instrumental variables are commonly used to estimate effects of a treatment afflicted by unmeasured confounding, and in practice instruments are often continuous (e.g., measures of distance, or treatment preference). However, available…

Methodology · Statistics 2018-07-05 Edward H. Kennedy , Scott A. Lorch , Dylan S. Small

Many proposals for the identification of causal effects require an instrumental variable that satisfies strong, untestable unconfoundedness and exclusion restriction assumptions. In this paper, we show how one can potentially identify…

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